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#1 Selling Amibroker Plugin featuring:
14 Oversold n Overbought indicators with Support n Resistance for Amibroker (AFL)
These codes consist day to day 14 trading formulas namely
MACD
RSI
CCI
StochK
StochD
Money Flow Index
Ultimate
ROC
Tom DeMark range expansion
ARSI
Projection Oscillator
DMI
Stdeviation Oscillator
DeMarker
mostly in range of 0-100 that we use along with price charts n that execute our trade n along with these indicators i also put support n resistace zones for comfort of a trader namely trendlines, Fibonacc lines n standard deviation line
plus overbought n oversold zone(custom) in clouded area
note – these indicators gives real time buy n sell signals without future reference or doesnot change signals as when future close changes so plz check use bar reply option n doing paper traders first
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Similar Indicators / Formulas
Indicator / Formula
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 | /*These codes consist day to day 14 trading formulas namely MACD,RSI,CCI,StochK,StochD,Money Flow Index,Ultimate,ROC(Close),Tom DeMark,ARSI,ProjOsc,DMI,StdevOsc,DeMarker mostly in range of 0-100 that we use along with price charts n that execute our trade n along with these indicators i also put support n resistace zones for comfort of a trader namely trendlines, Fibonacc lines n standard deviation line plus overbought n oversold zone(custom) in clouded area plotted by - ankit dargan */ _SECTION_BEGIN ( "14 Oversold n Overbought indicators with Support n Resistance" ); SetChartBkColor ( colorGrey40 ) ; SetChartOptions (0,0,ChartGrid30 | ChartGrid70 ); Pds= Param ( "Period" ,14,7,33,1); Ob= Param ( "overbought" ,70,-200,200,5); Os= Param ( "oversold" ,30,-200,200,5); /****Dimitri Code***********/ /*14-Day RSI of MACD()*/ //t=14; Replaced with pds= statement Var= MACD (); Up= IIf (Var> Ref (Var,-1), abs (Var- Ref (Var,-1)),0); Dn= IIf (Var< Ref (Var,-1), abs (Var- Ref (Var,-1)),0); Ut= Wilders (Up,Pds); Dt= Wilders (Dn,Pds); RSIt=100*(Ut/(Ut+Dt)); /************End Code*************************/ /****Tom DeMark's Range Expansion Index***********/ HighMom = H - Ref ( H , -2 ); LowMom = L - Ref ( L , -2 ); Cond1 = ( H >= Ref ( L ,-5) OR H >= Ref ( L , -6 ) ); Cond2 = ( Ref ( H , -2 ) >= Ref ( C , -7 ) OR Ref ( H , -2 ) >= Ref ( C , -8 ) ); Cond3 = ( L <= Ref ( H , -5 ) OR L <= Ref ( H , -6) ); Cond4 = ( Ref ( L , -2 ) <= Ref ( C , -7 ) OR Ref ( L , -2 ) <= Ref ( C , -8 ) ); Cond = ( Cond1 OR Cond2 ) AND ( Cond3 OR Cond4 ); Num = IIf ( Cond, HighMom + LowMom, 0 ); Den = abs ( HighMom ) + abs ( LowMom ); TDREI = 100 * Sum ( Num, 5 )/ Sum ( Den, 5 ) ; /************End Code*************************/ /****Tom DeMark's DeMarker***********/ highm = IIf ( H > Ref ( H , -1 ), H - Ref ( H , - 1), 0 ); lowm = IIf ( L < Ref ( L , -1 ), Ref ( L , - 1 ) - L , 0 ); DeMarker = 100 * Sum ( highm, 13 )/( Sum ( lowm, 13 ) + Sum ( highm, 13 ) ); /****ARSI formula***********/ // variable period version (backtest-safe) Chg = C - Ref ( C , -1 ); UpCount = Sum ( Chg >= 0, Pds ); DnCount = Pds - UpCount; UpMove = AMA ( Max ( Chg, 0 ), 1/UpCount ); DnMove = AMA ( Max ( -Chg, 0 ), 1/DnCount ); RS = UpMove/DnMove; ARSI = 100-(100/(1+RS)); /************End Code*************************/ /****Projection Oscillator***********/ function ProjOsc(Pds) { // Slope of High {n period regression line of High)} SlopeHigh = ((Pds * ( Sum ( Cum (1) * High , Pds))) - ( Sum ( Cum (1),Pds) * ( Sum ( High , Pds)))) / ((Pds * Sum ( Cum (1) ^ 2 , Pds)) - ( Sum ( Cum (1),Pds) ^ 2)); //Slope of Low {n period regression line of Low} SlopeLow = ((Pds * ( Sum ( Cum (1) * Low , Pds))) - ( Sum ( Cum (1), Pds) * ( Sum ( Low , Pds)))) / ((Pds * Sum ( Cum (1)^ 2, Pds)) - ( Sum ( Cum (1),Pds) ^ 2)); //Upper Projection Band UpProjBand = 0; for (i=0; i<Pds-1; i++) { UpProjBand = Max ( Max ( Ref ( High ,-i)+i*slopehigh, Ref ( High ,-i-1)+(i+1)*slopehigh),UpProjBand); } //Lower Projection Band LoProjBand = 10000; for (i=0; i<Pds-1; i++) { LoProjBand = Min ( Min ( Ref ( Low ,-i)+i*slopelow, Ref ( Low ,-i-1)+(i+1)*slopelow),LoProjBand); } //Projection Oscillator ProOsc = 100 * ( Close - LoProjBand) / (UpProjBand - LoProjBand); return ProOsc; } aa= ProjOsc(Pds); //bb= MA(ProjOsc(Pds),av); //Plot(aa,"Projection Osc",colorBrightGreen,styleLine); //Plot(bb,"MA ProjOsc",colorRed,styleLine); /************End Code*************************/ /****Dynamic Momentum Index***********/ //period = Param( "RSI Period", 13, 1, 100, 1 ); //MAperiod = Param( "MA Period", 5, 1, 100, 1 ); //StDevperiod = Param( "StDev Period", 8, 1, 100, 1 ); upday= IIf ( C > Ref ( C ,-1), C - Ref ( C ,-1),0); downday= IIf ( Ref ( C ,-1)> C , Ref ( C ,-1)- C ,0); Stda= MA ( StDev ( C ,8),5); //by default 5 is maperiod n 8 is stdevperiod V1= StDev ( C ,8)/Stda; TD= int (Pds/V1); Su= Sum (upday,TD); Sd= Sum (downday,TD); M1=(Su-Sd); M2= abs (Su+Sd); DMI=50*(M1+M2)/M2; //xs=Param("Smoothing",3,1,10,1); //xs1=Param("Trigger Line",5,1,10,1); //Plot(EMA(DMI,xs),"Dynamic Momentum Index ",colorRed,1); //Plot(MA(DMI,xs1),"trigger",colorBlue,1); /************End Code*************************/ /****Stddev Oscillator***********/ StdevOsc=( ( C +2 * StDev ( C ,pds ) - MA ( C ,pds ) ) / ( 4 * StDev ( C ,pds ) ) ) * 100; /************End Code*************************/ /*******Variables******************/ A1=RSIt; B2= RSI (pds); C3= CCI (pds); D4= StochK (pds); E5= StochD (pds); F6= MFI (pds); G7= Ultimate (pds); H8= ROC ( C ,pds); I9=TDREI; J10=ARSI; K11=ProjOsc(Pds); L12= DMI; M13=StdevOsc ; N14 =DeMarker; //DO HERE oc= ParamList ( "Oscillator choice" , "RSI of MACD|RSI|CCI|StochK|StochD|Money Flow Index|Ultimate|ROC(Close)|Tom DeMark|ARSI|ProjOsc|DMI|StdevOsc|DeMarker" ,1); Osc= IIf (oc== "RSI of MACD" ,A1, IIf (oc== "RSI" ,B2, IIf (oc== "CCI" ,C3, IIf (oc== "StochK" ,D4, IIf (oc== "StochD" ,E5, IIf (oc== "Money Flow Index" ,F6, IIf (oc== "Ultimate" ,G7, IIf (oc== "ROC(Close)" ,H8, IIf (oc== "Tom DeMark" ,I9, IIf (oc== "ARSI" ,J10, IIf (oc== "ProjOsc" ,K11, IIf (oc== "DMI" ,L12, IIf (oc== "StdevOsc" ,M13,N14))))))))))))); // /*insert variable by Identifier*/ /*Value of Osc*/ Value1 = Osc; Header= WriteIf (Osc==A1, " RSI Of MACD" , WriteIf (Osc==b2, " RSI" , WriteIf (Osc==C3, " CCI" , WriteIf (Osc==D4, "STOCHK" , WriteIf (Osc==E5, "STOCHD" , WriteIf (Osc==F6, " MONEY FLOW INDEX" , WriteIf (Osc==G7, " ULTIMATE" , WriteIf (Osc==H8, " ROC(CLOSE)" , WriteIf (Osc==I9, " Tom DeMark" , WriteIf (Osc==J10, " ARSI" , WriteIf (Osc==K11, " ProjOsc" , WriteIf (Osc==L12, " DMI" , WriteIf (Osc==M13, " StdevOsc" , WriteIf (Osc==N14, " DeMarker" , "" )))))))))))))); //DO HERE Plot (Value1, Header,6,1+4); /*BLUE*/ //Plot( Osc, "+Osc+", colorBlack ); PlotOHLC ( Osc,Osc,50,Osc, "" , IIf ( Osc > 50, colorRed , colorGreen ), styleCloud | styleClipMinMax | styleNoLabel , Os, Ob ); Buy = Cross (Osc, Os); Sell = Cross (Ob, Osc); PlotShapes ( Buy * shapeUpArrow , colorGreen ); PlotShapes ( Sell * shapeDownArrow , colorRed ); Plot (Os, "" , colorAqua ,1+4); Plot (Ob, "" , colorPink ,1+4); _SECTION_END (); _SECTION_BEGIN ( "SUPPORT/RESISTANCE" ); SelectedIndicator = ParamList ( "SUPPORT/RESISTANCE" , "Trendlines_Wedge,fibo,STDDEVLNES" , 0); _SECTION_BEGIN ( "STDDEVLNES" ); Daysback = Param ( "Period for Liner Regression Line" ,21,1,44000,1); shift = Param ( "Look back period" ,0,0,240,1); LRColor = ParamColor ( "LR Color" , colorRed ); SDP = Param ( "Standard Deviation" , 1.3, 0, 13, 0.1); SDColor = ParamColor ( "SD Color" , colorYellow ); SDP2 = Param ( "2d Standard Deviation" , 2.1, 0, 13, 0.1); SDColor2 = ParamColor ( "2 SD Color" , colorBrightGreen ); SDP3 = Param ( "3d Standard Deviation" , 3.4, 0, 13, 0.1); SDColor3 = ParamColor ( "3 SD Color" , colorRed ); _SECTION_END (); switch ( SelectedIndicator ) { case "STDDEVLNES" : _SECTION_BEGIN ( "STDDEVLNES" ); P = Value1; // =============================== Math Formula ============================================================= x = BarIndex (); lastx = LastValue ( x ) - shift; aa = LastValue ( Ref ( LinRegIntercept ( p, Daysback), -shift) ); bb = LastValue ( Ref ( LinRegSlope ( p, Daysback ), -shift) ); y = Aa + bb * ( x - (Lastx - DaysBack +1 ) ); // ==================Plot the Linear Regression Line ========================================================== LRLine = IIf ( x > (lastx - Daysback) AND x < Lastx, y, Null ); Plot ( LRLine , "LinReg" , LRCOLOR, styleLine +4 ); // styleDots ); // ========================== Plot 1st SD Channel =============================================================== SD = SDP/2; width = LastValue ( Ref (SD* StDev (p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET SDU = IIf ( x > (lastx - Daysback) AND x < Lastx, y+width , Null ) ; SDL = IIf ( x > (lastx - Daysback) AND x < Lastx, y-width , Null ) ; Plot ( SDU , "Upper Lin Reg" , SDColor, styleLine ); Plot ( SDL , "Lower Lin Reg" , SDColor, styleLine ); // ========================== Plot 2d SD Channel =============================================================== SD2 = SDP2/2; width2 = LastValue ( Ref (SD2* StDev (p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET SDU2 = IIf ( x > (lastx - Daysback) AND x < Lastx, y+width2 , Null ) ; SDL2 = IIf ( x > (lastx - Daysback) AND x < Lastx, y-width2 , Null ) ; Plot ( SDU2 , "Upper Lin Reg" , SDColor2, styleLine ); Plot ( SDL2 , "Lower Lin Reg" , SDColor2, styleLine ); // ========================== Plot 3d SD Channel =============================================================== SD3 = SDP3/2; width3 = LastValue ( Ref (SD3* StDev (p, Daysback),-shift) ); // THIS IS WHERE THE WIDTH OF THE CHANELS IS SET SDU3 = IIf ( x > (lastx - Daysback) AND x < Lastx, y+width3 , Null ) ; SDL3 = IIf ( x > (lastx - Daysback) AND x < Lastx, y-width3 , Null ) ; Plot ( SDU3 , "Upper Lin Reg" , SDColor3, styleDashed +4 ); Plot ( SDL3 , "Lower Lin Reg" , SDColor3, styleDashed +4 ); _SECTION_END (); break ; case "Trendlines_Wedge" : _SECTION_BEGIN ( "Trendlines_Wedge" ); G=0; // set G=1, 2, 3, ... to see previous Resistance trendlines GG=0; // set G=1, 2, 3, ... to see previous Support trendlines x = Cum (1); per = 1; // sensitivity calibration s1=Value1;s11=Value1; pS = TroughBars ( s1, per, 1 ) == 0; endt= LastValue ( ValueWhen ( pS, x, 1+GG )); startt= LastValue ( ValueWhen ( pS, x, 2+GG )); dtS =endt-startt; endS = LastValue ( ValueWhen ( pS, s1, 1+GG ) ); startS = LastValue ( ValueWhen ( pS, s1, 2+GG )); aS = (endS-startS)/dtS; bS = endS; trendlineS = aS * ( x -endt ) + bS; // the Support trendline equation Plot ( IIf (x>startt-6 AND TRENDLINES>0 AND TRENDLINES<100,trendlineS,-1e10), "Support" , IIf (as>0,5,4),8); pR = PeakBars ( s11, per, 1 ) == 0; endt1= LastValue ( ValueWhen ( pR, x, 1+G )); startt1= LastValue ( ValueWhen ( pR, x, 2+G )); dtR =endt1-startt1; endR = LastValue ( ValueWhen ( pR, s11, 1+G ) ); startR = LastValue ( ValueWhen ( pR, s11, 2 +G )); aR = (endR-startR)/dtR; bR = endR; trendlineR = aR * ( x -endt1 ) + bR; // the Resistance trendline equation Plot ( IIf (x>startT1-6 AND TRENDLINER>0 AND TRENDLINER<100,trendlineR,-1e10), "Resistance" , IIf (Ar>0,5,4),8); Ascwedge=Ar>0.5 AND As> sqrt (2)*Ar AND trendlineR>trendlineS; Descwedge= As<-0.5 AND As>Ar/ sqrt (2) AND trendlineR>trendlineS; _SECTION_END (); break ; case "fibo" : _SECTION_BEGIN ( "fibo" ); barvisible = Status ( "barvisible" ); r = Value1; maxr = LastValue ( Highest ( IIf ( barvisible, r, 0 ) ) ); minr = LastValue ( Lowest ( IIf ( barvisible, r, 100 ) ) ); ranr = maxr - minr; Plot ( maxr , "0%" , colorGrey50 , styleDashed ); Plot ( maxr - 0.236 * ranr, "-23.6%" , colorViolet , styleDashed +4 ); Plot ( maxr - 0.382 * ranr, "-38.2%" , colorYellow , styleDashed ); Plot ( maxr - 0.50 * ranr, "-50.0%" , colorOrange , styleDashed , styleDashed ); Plot ( maxr - 0.618 * ranr, "-61.8%" , colorViolet , styleDashed +4 ); Plot ( minr , "-100%" , colorGrey50 , styleDashed ); GraphXSpace = 3; _SECTION_END (); break ; } _SECTION_END (); |
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From the one hand is nothing new, from the other very nice. Good work.
ARSI code section had error & caused no plot.
Suggest the following changes:
UpMove = AMA, Nz(1/UpCount) );
DnMove = AMA, Nz(1/DnCount) );
Source: http://www.traders.com/Documentation/FEEDbk_docs/2010/10/TradersTips.html
ARSI = Asymmetrical RSI
I found the ARSI plots to be better than normal RSI.
Hi,
How do I get the indicator into my platform?
Thanks.
Use the ‘Copy & Paste Friendly’ link just above the code.
looking to the future is very dangerous
nice thank uuu